+5.8%
PSA vs ACM
-48.7%
+54.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.9% |
| 7D | -2.2% | -3.7% | +1.4% | -1.8% |
| 30D | -9.6% | -12.7% | +3.1% | -8.2% |
| 3M | -7.9% | -9.8% | +1.9% | -6.9% |
| 6M | -2.0% | -31.4% | +29.4% | +2.7% |
| YTD | +15.7% | -32.1% | +47.8% | +21.2% |
| 1Y | +5.8% | -47.8% | +53.6% | +13.6% |
| All | +5.8% | -48.7% | +54.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling